Access Statistics for Daniel Sevcovic

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation	0	0	0	23	0	0	0	125
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis	0	0	0	24	1	1	1	84
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option	0	0	0	20	0	0	2	61
Early exercise boundary for American type of floating strike Asian option and its numerical approximation	0	0	0	36	0	0	0	146
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures	0	0	0	25	0	0	1	115
On the singular limit of solutions to the CIR interest rate model with stochastic volatility	0	0	0	16	0	0	1	58
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations	0	0	0	14	0	1	1	72
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management	0	0	0	18	0	0	1	73
Total Working Papers	0	0	0	176	1	2	7	734

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System	0	0	1	53	1	1	3	338
Total Journal Articles	0	0	1	53	1	1	3	338

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Statistics updated 2025-03-03